They hunker down in the nest, puff up and get all glassy eyed as if out of their head. You need a pry bar to get them out of the nest, and once out, they come behind you and get back in. Put your hand anywhere near them and they will peck a hole in it.

Here's a broody checklist:
If she is on the nest at bedtime, she's probably broody
If she repeatedly returns to the nest after removing her, she is probably broody
If she screeches at anything and anyone that comes near her while on the nest (and this does mean you too), she is probably broody